Anic Equity¶

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Total return since start: 0.601 %¶

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Equity now: -----------------------------> 48912.38 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42228.78 Kr¶

PnL: ---------------------------------------> -204.5 Kr¶

DD now: ---------------------------------> -7.922 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 14:03:47.826277'

Anic Portfolio¶

This Week¶

Return: -0.795 %¶

Total portfolio value¶

Return including deposits: 60.124 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.250000 1662.480000 194.940000 13.280000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
HEXPOL B 9 0.090000 1029.600000 11.700000 1.150000 1017.900000
Catena 2 1.470000 801.200000 11.600000 1.470000 789.600000
JM 6 1.320000 873.600000 11.400000 1.320000 862.200000
BioGaia B 8 1.120000 938.400000 10.400000 1.120000 928.000000
Orrön Energy 180 0.350000 2047.500000 9.900000 0.490000 2037.600000
Atrium Ljungberg B 5 1.020000 942.500000 9.500000 1.020000 933.000000
Sagax B 4 0.990000 860.400000 8.400000 0.990000 852.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
ASSA ABLOY B 3 0.500000 780.900000 3.900000 0.500000 777.000000
Bilia A 8 0.090000 900.000000 2.400000 0.270000 897.600000
Hexatronic Group 12 0.000000 964.560000 0.000000 0.000000 964.560000
AcadeMedia 8 -0.400000 401.200000 0.000000 0.000000 401.200000
Clas Ohlson B 12 0.000000 970.800000 0.000000 0.000000 970.800000
Biotage 7 -0.070000 938.700000 -0.700000 -0.070000 939.400000
SKF B 5 -0.370000 934.500000 -3.500000 -0.370000 938.000000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
Gränges 9 -0.870000 918.000000 -8.100000 -0.870000 926.100000
EQT 4 -1.110000 820.400000 -9.200000 -1.110000 829.600000
OX2 13 -1.030000 937.950000 -9.750000 -1.030000 947.700000
Byggmax Group 33 -1.040000 944.460000 -9.900000 -1.040000 954.360000
Addnode Group B 11 -1.560000 904.200000 -14.300000 -1.560000 918.500000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Alimak Group 11 -2.140000 906.400000 -19.800000 -2.140000 926.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Latour B 4 -3.980000 821.200000 -34.000000 -3.980000 855.200000
Indutrade 5 -3.170000 1176.000000 -38.500000 -3.170000 1214.500000
Vitec Software Group B 2 -4.240000 1038.000000 -46.000000 -4.240000 1084.000000
Bufab 3 -4.660000 1054.800000 -51.600000 -4.660000 1106.400000
Hexagon B 26 -1.580000 3396.900000 -54.600000 -1.580000 3451.500000
INVISIO 16 -1.960000 3608.000000 -72.000000 -1.960000 3680.000000
BHG Group 97 -5.530000 1375.460000 -79.540000 -5.470000 1455.000000
TOTAL 42227.860000 -205.420000 -7.92331% 42433.280000

Updated:¶

'2023-07-03 14:01:55.347818'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶